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<div class="iris_headline">IRIS Toolbox Reference Manual</div>




<h2 id="model/regress">regress</h2>
<div class="headline">Centred population regression for selected model variables</div>

<h4 id="syntax">Syntax</h4>
<pre><code>[B,CovRes,R2] = regress(M,Lhs,Rhs,...)</code></pre>
<h4 id="input-arguments">Input arguments</h4>
<ul>
<li><p><code>M</code> [ model ] - Model on whose covariance matrices the popolation regression will be based.</p></li>
<li><p><code>Lhs</code> [ char | cellstr ] - Lhs variables in the regression; each of the variables must be part of the state-space vector.</p></li>
<li><p><code>Rhs</code> [ char | cellstr ] - Rhs variables in the regression; each of the variables must be part of the state-space vector, or must refer to a larger lag of a transition variable present in the state-space vector.</p></li>
</ul>
<h4 id="output-arguments">Output arguments</h4>
<ul>
<li><p><code>B</code> [ namedmat | numeric ] - Population regression coefficients.</p></li>
<li><p><code>CovRes</code> [ namedmat | numeric ] - Covariance matrix of residuals from the population regression.</p></li>
<li><p><code>R2</code> [ numeric ] - Coefficient of determination (R-squared).</p></li>
</ul>
<h4 id="options">Options</h4>
<ul>
<li><code>'output='</code> [ <em><code>'namedmat'</code></em> | <code>'numeric'</code> ] - Output matrices will be either namedmat objects or plain numeric arrays.</li>
</ul>
<h4 id="description">Description</h4>
<p>Population regressions calculated by this function are always centred. This means the regressions are always calculated as if estimated on observations with their uncondional means (the steady-state levels) removed from them.</p>
<p>The Lhs and Rhs variables that are log-variables must include <code>log(...)</code> explicitly in their names. For instance, if <code>X</code> is declared to be a log variable, then you must refer to <code>log(X)</code> or <code>log(X{-1})</code>.</p>
<h4 id="example">Example</h4>
<pre><code>[B,C] = regress(&#39;log(R)&#39;,{&#39;log(R{-1})&#39;,&#39;log(dP)&#39;});</code></pre>

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<div class="copyright">IRIS Toolbox. Copyright &copy; 2007&#8212;2012 Jaromir Benes.</div>
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